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Betas by Sector (US) Data Used: Multiple data services. Date of Analysis: Data used is as of January 2024. Download as an excel file instead: https://www.stern.nyu.edu/~adamodar/pc/datasets/betas.xls. For global datasets: https://www.stern.nyu.edu/~adamodar/New_Home_Page/data.html.
- Variables Used in Datasets
For many of the ratios, estimated on a sector basis, we used...
- Total Beta
Total Betas by Sector (for computing private company costs...
- Damodaran On-line Home Page
Damodaran On-line Home Page. My name is Aswath Damodaran,...
- Variables Used in Datasets
Industry Name: Number of firms: Beta : D/E Ratio: Effective Tax rate: Unlevered beta: Cash/Firm value: Unlevered beta corrected for cash: HiLo Risk: Standard deviation of equity
Betas are estimated, by most practitioners, by regressing returns on an asset against a stock index, with the slope of the regression being the beta of the asset. In this paper, we attempt to show the flaws in regression betas, especially for companies in emerging markets.
20 de feb. de 2022 · Aswath Damodaran, a finance professor and blogger, shares his views on risk, opportunity and danger in investing. He discusses multiple measures of risk, both at the company and country level, and how to assess the risk-adjusted required return on an investment.
8 de feb. de 2009 · Here is what betas can do. They can capture shifts in risk across the market. If a sector gets riskier, its beta should go up, but there has be another sector whose risk has to go down to compensate.
